Just go to your main EB folder, then EB/Data/text then expanded_bi and you can get to work.
For changing Epeiros name to say Kyrene, just look after Epeiros/Epirote or anything like that, and replace it with Kyrene/Kyrenaia/whatever. Remember to look through the entire file so you don´t miss anything, like forts, físhing villages and the various "we are attacking somebody". Should probably take you about 5 minutes.
Remember to make a backup of the file, in case you ever start another campaign and want them to be named Epeiros. Also remember to set the file to "un-protected" or whatever it´s called, and to save the file.